GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 39,089: 29,107 34,278 4,958 302 3,714 0 0 0 314 0 598: 398 197 Old : 39,089: 29,107 34,278 4,958 302 3,714 0 0 0 314 0 598: 398 197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -10,056: -6,383 -9,176 -2,597 -28 -693 0 0 0 -212 0 -142: -29 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 87.7 12.7 0.8 9.5 0.0 0.0 0.0 0.8 0.0 1.5: 1.0 0.5 Old : 100.0: 74.5 87.7 12.7 0.8 9.5 0.0 0.0 0.0 0.8 0.0 1.5: 1.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 24 32 10 . 10 0 0 0 . 0 .: Old : 52: 24 32 10 . 10 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 38.7 70.6 54.7 20.9 18.2 29.4 26.1 Old : 49.6 38.7 70.6 54.7 20.9 18.2 29.4 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 24,153: 20,026 19,818 701 1,054 3,259 0 0 0 0 0 0: 167 22 Old : 24,153: 20,026 19,818 701 1,054 3,259 0 0 0 0 0 0: 167 22 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -544: -293 -675 -54 338 -201 0 0 0 0 0 0: 4 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 82.1 2.9 4.4 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1 Old : 100.0: 82.9 82.1 2.9 4.4 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 15 25 4 4 4 0 0 0 0 0 0: Old : 34: 15 25 4 4 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 49.9 78.6 81.6 13.0 11.6 18.4 16.8 Old : 50.2 49.9 78.6 81.6 13.0 11.6 18.4 16.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 9,757: 4,938 5,135 892 310 2,759 0 0 176 0 284 139: 853 954 Old : 9,757: 4,938 5,135 892 310 2,759 0 0 176 0 284 139: 853 954 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -513: -385 -451 -70 -113 76 0 0 0 0 -175 22: -156 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 52.6 9.1 3.2 28.3 0.0 0.0 1.8 0.0 2.9 1.4: 8.7 9.8 Old : 100.0: 50.6 52.6 9.1 3.2 28.3 0.0 0.0 1.8 0.0 2.9 1.4: 8.7 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 20 22 9 6 15 0 0 . 0 . .: Old : 40: 20 22 9 6 15 0 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.1 24.6 47.9 41.9 14.9 7.9 19.4 13.3 Old : 28.1 24.6 47.9 41.9 14.9 7.9 19.4 13.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,370: 3,065 4,056 937 290 871 0 0 100 429 145 210: 758 698 Old : 6,370: 3,065 4,056 937 290 871 0 0 100 429 145 210: 758 698 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -411: -386 -604 -14 -69 200 -25 0 100 -194 0 -23: -69 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 63.7 14.7 4.6 13.7 0.0 0.0 1.6 6.7 2.3 3.3: 11.9 11.0 Old : 100.0: 48.1 63.7 14.7 4.6 13.7 0.0 0.0 1.6 6.7 2.3 3.3: 11.9 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 30 31 9 4 12 0 0 . 4 . .: Old : 55: 30 31 9 4 12 0 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.1 19.7 39.8 30.7 18.2 12.9 23.7 19.6 Old : 25.1 19.7 39.8 30.7 18.2 12.9 23.7 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,369: 821 1,129 167 248 387 53 0 0 0 212 44: 897 349 Old : 2,369: 821 1,129 167 248 387 53 0 0 0 212 44: 897 349 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -235: -406 44 22 -39 -121 -27 0 0 0 -127 22: 275 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 47.7 7.0 10.5 16.3 2.2 0.0 0.0 0.0 8.9 1.9: 37.9 14.7 Old : 100.0: 34.7 47.7 7.0 10.5 16.3 2.2 0.0 0.0 0.0 8.9 1.9: 37.9 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 4 . 4 . 0 0 0 . .: Old : 22: 11 11 4 . 4 . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 46.5 45.8 68.1 22.6 32.2 28.7 49.1 Old : 30.2 46.5 45.8 68.1 22.6 32.2 28.7 49.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,936: 1,274 804 125 700 108 0 0 0 121 0 52: 256 272 Old : 1,936: 1,274 804 125 700 108 0 0 0 121 0 52: 256 272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -205: -159 -211 48 32 -7 0 0 0 70 0 12: -169 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 41.5 6.5 36.2 5.6 0.0 0.0 0.0 6.3 0.0 2.7: 13.2 14.0 Old : 100.0: 65.8 41.5 6.5 36.2 5.6 0.0 0.0 0.0 6.3 0.0 2.7: 13.2 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 8 . . 4 0 0 0 . 0 .: Old : 20: 10 8 . . 4 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 58.9 76.2 77.0 60.7 57.7 71.8 71.5 Old : 61.6 58.9 76.2 77.0 60.7 57.7 71.8 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 GALLONS) : : : Positions : All : 9,529: 8,411 8,662 687 496 245 0 0 0 0 0 0: 186 126 Old : 9,529: 8,411 8,662 687 496 245 0 0 0 0 0 0: 186 126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -1,526: -1,541 -1,489 -48 -100 63 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 90.9 7.2 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.3 Old : 100.0: 88.3 90.9 7.2 5.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 12 . . . 0 0 0 0 0 0: Old : 25: 11 12 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 74.4 86.5 90.9 55.6 66.1 75.1 77.9 Old : 61.2 74.4 86.5 90.9 55.6 66.1 75.1 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 8,464: 4,223 603 1,890 5,311 1,961 0 0 0 0 176 0: 390 413 Old : 8,464: 4,223 603 1,890 5,311 1,961 0 0 0 0 176 0: 390 413 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -1,215: -388 -96 -746 -899 -57 0 0 0 0 -89 0: -24 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 7.1 22.3 62.7 23.2 0.0 0.0 0.0 0.0 2.1 0.0: 4.6 4.9 Old : 100.0: 49.9 7.1 22.3 62.7 23.2 0.0 0.0 0.0 0.0 2.1 0.0: 4.6 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 . 4 9 7 0 0 0 0 . 0: Old : 20: 6 . 4 9 7 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 63.6 86.7 81.9 56.9 49.7 69.2 62.7 Old : 69.3 63.6 86.7 81.9 56.9 49.7 69.2 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 23,474: 18,829 18,284 1,948 2,386 2,378 0 0 0 0 107 319: 0 0 Old : 23,474: 18,829 18,284 1,948 2,386 2,378 0 0 0 0 107 319: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -4,085: -3,061 -2,902 -245 119 -791 0 0 0 0 -523 12: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 77.9 8.3 10.2 10.1 0.0 0.0 0.0 0.0 0.5 1.4: 0.0 0.0 Old : 100.0: 80.2 77.9 8.3 10.2 10.1 0.0 0.0 0.0 0.0 0.5 1.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 16 15 7 5 10 0 0 0 0 . .: Old : 33: 16 15 7 5 10 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 49.6 73.2 71.0 30.4 27.6 37.4 36.3 Old : 54.6 49.6 73.2 71.0 30.4 27.6 37.4 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 314,123: 79,157 166,405 46,818 12,874 20,839 57,166 12,047 19,520 12,688 29,546 29,159: 48,774 23,732 Old : 314,123: 79,157 166,405 46,818 12,874 20,839 57,166 12,047 19,520 12,688 29,546 29,159: 48,774 23,732 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -14,164: -20,918 -23,440 2,958 -186 -1,614 1,025 -456 4,154 -2,214 1,174 2,541: -97 3,663 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 53.0 14.9 4.1 6.6 18.2 3.8 6.2 4.0 9.4 9.3: 15.5 7.6 Old : 100.0: 25.2 53.0 14.9 4.1 6.6 18.2 3.8 6.2 4.0 9.4 9.3: 15.5 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 174: 53 68 14 6 18 41 15 24 13 10 18: Old : 174: 53 68 14 6 18 41 15 24 13 10 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.1 22.9 19.7 36.0 8.1 17.5 15.0 25.7 Old : 11.1 22.9 19.7 36.0 8.1 17.5 15.0 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 52,901: 13,784 9,918 6,308 1,086 13,547 0 0 0 0 10,150 16,975: 2,287 1,224 Old : 52,901: 13,784 9,918 6,308 1,086 13,547 0 0 0 0 10,150 16,975: 2,287 1,224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -6,758: -1,315 -1,273 -1,534 -507 -1,658 0 0 0 0 -655 -2,355: 105 -309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 18.7 11.9 2.1 25.6 0.0 0.0 0.0 0.0 19.2 32.1: 4.3 2.3 Old : 100.0: 26.1 18.7 11.9 2.1 25.6 0.0 0.0 0.0 0.0 19.2 32.1: 4.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 6 5 4 9 0 0 0 0 5 5: Old : 20: 6 6 5 4 9 0 0 0 0 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 52.4 67.4 73.3 16.0 19.2 19.2 21.3 Old : 44.4 52.4 67.4 73.3 16.0 19.2 19.2 21.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1000 BARRELS) : : : Positions : All : 11,688: 7,807 5,974 2,068 1,037 1,628 0 100 150 0 2,737 0: 35 62 Old : 11,688: 7,807 5,974 2,068 1,037 1,628 0 100 150 0 2,737 0: 35 62 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -3,609: -2,057 -2,790 -541 352 -890 0 0 0 -59 -206 -50: -12 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 51.1 17.7 8.9 13.9 0.0 0.9 1.3 0.0 23.4 0.0: 0.3 0.5 Old : 100.0: 66.8 51.1 17.7 8.9 13.9 0.0 0.9 1.3 0.0 23.4 0.0: 0.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 26 30 7 4 9 0 . . 0 7 0: Old : 60: 26 30 7 4 9 0 . . 0 7 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 36.5 54.4 52.8 26.1 31.4 43.8 39.5 Old : 30.6 36.5 54.4 52.8 26.1 31.4 43.8 39.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,348: 5,786 5,620 1,225 2,153 1,525 708 0 0 50 50 0: 54 0 Old : 9,348: 5,786 5,620 1,225 2,153 1,525 708 0 0 50 50 0: 54 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -785: -1,060 -285 400 -325 -125 0 0 0 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 60.1 13.1 23.0 16.3 7.6 0.0 0.0 0.5 0.5 0.0: 0.6 0.0 Old : 100.0: 61.9 60.1 13.1 23.0 16.3 7.6 0.0 0.0 0.5 0.5 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 15 18 5 7 7 . 0 0 . . 0: Old : 42: 15 18 5 7 7 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 34.2 63.2 55.6 38.2 30.0 52.0 46.6 Old : 43.5 34.2 63.2 55.6 38.2 30.0 52.0 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 11,215: 7,253 7,933 0 366 194 858 68 342 573 456 1,156: 839 700 Old : 11,215: 7,253 7,933 0 366 194 858 68 342 573 456 1,156: 839 700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -168: -96 -355 0 -42 7 1 68 0 -54 250 -150: 124 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 70.7 0.0 3.3 1.7 7.7 0.6 3.0 5.1 4.1 10.3: 7.5 6.2 Old : 100.0: 64.7 70.7 0.0 3.3 1.7 7.7 0.6 3.0 5.1 4.1 10.3: 7.5 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 18 23 0 . . 6 . . 5 4 4: Old : 44: 18 23 0 . . 6 . . 5 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 46.7 65.4 66.8 14.5 12.2 20.4 20.6 Old : 47.9 46.7 65.4 66.8 14.5 12.2 20.4 20.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 15,432: 14,206 13,668 167 314 308 47 0 54 85 618 285: 279 185 Old : 15,432: 14,206 13,668 167 314 308 47 0 54 85 618 285: 279 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -736: -545 -821 -188 45 118 13 0 -26 -215 -129 143: -37 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.1 88.6 1.1 2.0 2.0 0.3 0.0 0.3 0.6 4.0 1.8: 1.8 1.2 Old : 100.0: 92.1 88.6 1.1 2.0 2.0 0.3 0.0 0.3 0.6 4.0 1.8: 1.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 32 34 . . . . 0 . . . 4: Old : 54: 32 34 . . . . 0 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 36.4 61.6 57.9 37.9 31.9 52.5 45.9 Old : 42.6 36.4 61.6 57.9 37.9 31.9 52.5 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,262: 800 636 148 29 77 0 0 0 57 201 0: 180 319 Old : 1,262: 800 636 148 29 77 0 0 0 57 201 0: 180 319 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -584: -565 -531 -70 7 9 0 0 0 21 -95 -25: 46 51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 50.4 11.7 2.3 6.1 0.0 0.0 0.0 4.5 15.9 0.0: 14.3 25.3 Old : 100.0: 63.4 50.4 11.7 2.3 6.1 0.0 0.0 0.0 4.5 15.9 0.0: 14.3 25.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 14 . . . 0 0 0 . . 0: Old : 23: 13 14 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 40.3 62.8 59.2 41.7 40.2 58.2 51.6 Old : 43.0 40.3 62.8 59.2 41.7 40.2 58.2 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 452,416: 144,760 136,880 44,395 76,452 80,865 34,905 13,920 21,388 9,278 8,892 91,080: 25,745 22,940 Old : 452,416: 144,760 136,880 44,395 76,452 80,865 34,905 13,920 21,388 9,278 8,892 91,080: 25,745 22,940 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 7,830: -4,548 -4,738 2,822 -565 -778 2,364 5,661 169 -99 1,683 4,898: 3,002 1,500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 30.3 9.8 16.9 17.9 7.7 3.1 4.7 2.1 2.0 20.1: 5.7 5.1 Old : 100.0: 32.0 30.3 9.8 16.9 17.9 7.7 3.1 4.7 2.1 2.0 20.1: 5.7 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 122: 33 32 10 18 25 15 8 13 14 17 33: Old : 122: 33 32 10 18 25 15 8 13 14 17 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 23.2 33.7 34.8 11.5 10.8 16.7 16.1 Old : 21.5 23.2 33.7 34.8 11.5 10.8 16.7 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,584,822: 349,505 436,408 126,182 397,103 667,470 276,600 24,382 374,030 141,600 73,521 540,348: 109,087 71,560 Old : 2,584,822: 349,505 436,408 126,182 397,103 667,470 276,600 24,382 374,030 141,600 73,521 540,348: 109,087 71,560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 85,525: 30,874 20,622 -953 -3,992 9,322 -8,201 11,614 21,819 7,733 1,037 25,658: -727 -556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 16.9 4.9 15.4 25.8 10.7 0.9 14.5 5.5 2.8 20.9: 4.2 2.8 Old : 100.0: 13.5 16.9 4.9 15.4 25.8 10.7 0.9 14.5 5.5 2.8 20.9: 4.2 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 407: 55 57 13 33 41 110 34 103 84 53 124: Old : 407: 55 57 13 33 41 110 34 103 84 53 124: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.1 14.4 25.0 26.4 7.5 6.8 10.7 11.0 Old : 17.1 14.4 25.0 26.4 7.5 6.8 10.7 11.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 219,570: 52,442 98,759 8,886 13,017 20,332 258 29,214 19,888 86,745 5,255 29,476: 1,541 3,629 Old : 219,570: 52,442 98,759 8,886 13,017 20,332 258 29,214 19,888 86,745 5,255 29,476: 1,541 3,629 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 7,141: 2,357 -3,792 -374 1,073 1,317 -256 -537 3,297 -1,978 3,237 2,325: 452 221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 45.0 4.0 5.9 9.3 0.1 13.3 9.1 39.5 2.4 13.4: 0.7 1.7 Old : 100.0: 23.9 45.0 4.0 5.9 9.3 0.1 13.3 9.1 39.5 2.4 13.4: 0.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 14 16 . 5 6 . 4 4 5 5 10: Old : 40: 14 16 . 5 6 . 4 4 5 5 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 51.1 84.3 74.1 51.0 43.2 58.4 53.6 Old : 67.1 51.1 84.3 74.1 51.0 43.2 58.4 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 195,830: 35,212 18,434 31,553 79,754 22,764 0 605 320 49,120 12,939 1,462: 55,399 59,552 Old : 195,830: 35,212 18,434 31,553 79,754 22,764 0 605 320 49,120 12,939 1,462: 55,399 59,552 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -6,300: -2,161 -417 626 1,159 -3,014 0 -267 194 -771 3,010 262: -1,436 -7,227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 9.4 16.1 40.7 11.6 0.0 0.3 0.2 25.1 6.6 0.7: 28.3 30.4 Old : 100.0: 18.0 9.4 16.1 40.7 11.6 0.0 0.3 0.2 25.1 6.6 0.7: 28.3 30.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 5 5 5 8 9 0 . . . 4 4: Old : 27: 5 5 5 8 9 0 . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 32.4 61.0 48.1 44.4 29.4 55.0 42.0 Old : 44.6 32.4 61.0 48.1 44.4 29.4 55.0 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 90,983: 6,931 7,699 8,108 22,968 39,683 10,529 254 7,673 4,720 473 9,467: 3,872 2,766 Old : 90,983: 6,931 7,699 8,108 22,968 39,683 10,529 254 7,673 4,720 473 9,467: 3,872 2,766 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -45: -83 -74 -146 -362 -464 -19 46 257 -9 51 725: -307 -224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 8.5 8.9 25.2 43.6 11.6 0.3 8.4 5.2 0.5 10.4: 4.3 3.0 Old : 100.0: 7.6 8.5 8.9 25.2 43.6 11.6 0.3 8.4 5.2 0.5 10.4: 4.3 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 5 5 9 11 18 11 . 9 7 4 13: Old : 52: 5 5 9 11 18 11 . 9 7 4 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 48.1 57.6 72.3 14.4 20.5 20.5 24.7 Old : 39.1 48.1 57.6 72.3 14.4 20.5 20.5 24.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 472,718: 59,495 50,354 49,987 87,899 240,090 0 1,260 18,287 34,400 354 57,275: 13,184 17,199 Old : 472,718: 59,495 50,354 49,987 87,899 240,090 0 1,260 18,287 34,400 354 57,275: 13,184 17,199 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -28,009: -4,250 -3,429 -250 -1,993 -15,811 0 177 -1,095 -533 142 -5,218: -853 -781 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 10.7 10.6 18.6 50.8 0.0 0.3 3.9 7.3 0.1 12.1: 2.8 3.6 Old : 100.0: 12.6 10.7 10.6 18.6 50.8 0.0 0.3 3.9 7.3 0.1 12.1: 2.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 6 6 9 17 26 0 . . 10 . 11: Old : 44: 6 6 9 17 26 0 . . 10 . 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 25.0 52.3 41.9 10.9 6.8 16.1 12.4 Old : 31.5 25.0 52.3 41.9 10.9 6.8 16.1 12.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 15,867: 10,148 8,461 3,054 4,541 1,790 0 0 0 675 875 200: 0 0 Old : 15,867: 10,148 8,461 3,054 4,541 1,790 0 0 0 675 875 200: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -3,500: -322 -2,214 -1,480 337 -1,498 0 -25 0 138 150 -250: -88 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 53.3 19.2 28.6 11.3 0.0 0.0 0.0 4.3 5.5 1.3: 0.0 0.0 Old : 100.0: 64.0 53.3 19.2 28.6 11.3 0.0 0.0 0.0 4.3 5.5 1.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 12 12 4 7 7 0 0 0 . . .: Old : 37: 12 12 4 7 7 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.4 62.5 79.5 79.1 62.9 61.0 76.6 75.2 Old : 65.4 62.5 79.5 79.1 62.9 61.0 76.6 75.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 82,794: 5,763 2,551 26,799 19,668 29,797 3,826 4,927 849 1,215 7,947 10,804: 3,741 6,251 Old : 82,794: 5,763 2,551 26,799 19,668 29,797 3,826 4,927 849 1,215 7,947 10,804: 3,741 6,251 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 4,543: 0 -200 52 383 2,369 72 0 790 0 200 800: 460 201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 3.1 32.4 23.8 36.0 4.6 6.0 1.0 1.5 9.6 13.0: 4.5 7.6 Old : 100.0: 7.0 3.1 32.4 23.8 36.0 4.6 6.0 1.0 1.5 9.6 13.0: 4.5 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 5 . 9 9 15 . . . . 5 7: Old : 35: 5 . 9 9 15 . . . . 5 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 41.2 69.8 63.3 28.6 27.6 38.7 36.3 Old : 48.9 41.2 69.8 63.3 28.6 27.6 38.7 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 41,120: 2,870 3,150 12,450 12,522 15,285 2,281 897 850 1,075 1,474 3,906: 2,403 3,036 Old : 41,120: 2,870 3,150 12,450 12,522 15,285 2,281 897 850 1,075 1,474 3,906: 2,403 3,036 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 1,594: 0 -150 590 -21 909 -324 0 0 0 100 400: 19 356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 7.7 30.3 30.5 37.2 5.5 2.2 2.1 2.6 3.6 9.5: 5.8 7.4 Old : 100.0: 7.0 7.7 30.3 30.5 37.2 5.5 2.2 2.1 2.6 3.6 9.5: 5.8 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: . . 7 5 12 . . . . . .: Old : 26: . . 7 5 12 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 48.4 64.0 66.0 31.5 28.0 38.7 37.3 Old : 46.8 48.4 64.0 66.0 31.5 28.0 38.7 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,355: 2,057 2,375 900 5,247 1,463 4,380 0 213 300 0 0: 42 57 Old : 9,355: 2,057 2,375 900 5,247 1,463 4,380 0 213 300 0 0: 42 57 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -905: 45 100 -300 -520 -5 -96 0 -489 0 0 0: -60 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 25.4 9.6 56.1 15.6 46.8 0.0 2.3 3.2 0.0 0.0: 0.4 0.6 Old : 100.0: 22.0 25.4 9.6 56.1 15.6 46.8 0.0 2.3 3.2 0.0 0.0: 0.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 7 7 . 7 6 4 0 . . 0 0: Old : 27: 7 7 . 7 6 4 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 46.2 79.1 76.4 54.5 43.0 70.9 60.6 Old : 55.1 46.2 79.1 76.4 54.5 43.0 70.9 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 28,830: 1,017 2,283 1,582 3,135 6,781 1,432 1,459 4,338 5,606 2,846 4,979: 3,094 3,011 Old : 28,830: 1,017 2,283 1,582 3,135 6,781 1,432 1,459 4,338 5,606 2,846 4,979: 3,094 3,011 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 1,236: 191 10 423 -407 -5 -514 36 401 227 371 885: -371 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 7.9 5.5 10.9 23.5 5.0 5.1 15.0 19.4 9.9 17.3: 10.7 10.4 Old : 100.0: 3.5 7.9 5.5 10.9 23.5 5.0 5.1 15.0 19.4 9.9 17.3: 10.7 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: . 4 4 5 10 . 5 5 7 . 7: Old : 32: . 4 4 5 10 . 5 5 7 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 39.8 60.5 60.9 22.7 18.6 28.2 26.3 Old : 45.3 39.8 60.5 60.9 22.7 18.6 28.2 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 24,039: 158 275 232 5,168 12,937 3,814 819 2,586 2,213 487 726: 1,373 1,041 Old : 24,039: 158 275 232 5,168 12,937 3,814 819 2,586 2,213 487 726: 1,373 1,041 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -522: -8 275 -29 78 -334 229 89 -396 562 4 -62: -484 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 1.1 1.0 21.5 53.8 15.9 3.4 10.8 9.2 2.0 3.0: 5.7 4.3 Old : 100.0: 0.7 1.1 1.0 21.5 53.8 15.9 3.4 10.8 9.2 2.0 3.0: 5.7 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: . . 4 9 13 9 5 7 6 . 6: Old : 40: . . 4 9 13 9 5 7 6 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 50.9 60.3 70.4 16.0 17.6 21.2 23.8 Old : 40.1 50.9 60.3 70.4 16.0 17.6 21.2 23.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 109,393: 11,198 11,446 15,187 17,348 54,628 3,110 0 5,233 1,937 4 8,239: 9,863 12,495 Old : 109,393: 11,198 11,446 15,187 17,348 54,628 3,110 0 5,233 1,937 4 8,239: 9,863 12,495 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -6,920: -1,054 -1,924 -2,962 -1,485 -1,800 2,074 0 -1,235 -579 4 -592: -772 112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 10.5 13.9 15.9 49.9 2.8 0.0 4.8 1.8 0.0 7.5: 9.0 11.4 Old : 100.0: 10.2 10.5 13.9 15.9 49.9 2.8 0.0 4.8 1.8 0.0 7.5: 9.0 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 5 5 5 10 15 . 0 . 4 . 5: Old : 26: 5 5 5 10 15 . 0 . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 35.5 56.0 55.6 16.8 13.9 19.8 16.9 Old : 38.7 35.5 56.0 55.6 16.8 13.9 19.8 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 390,953: 143,248 271,809 33,174 15,351 18,635 99,872 3,991 25,654 16,430 16,523 24,574: 29,366 14,417 Old : 390,953: 143,248 271,809 33,174 15,351 18,635 99,872 3,991 25,654 16,430 16,523 24,574: 29,366 14,417 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 17,623: 5,404 7,001 -991 1,258 -515 3,900 1,080 4,341 768 -51 3,342: 1,374 1,167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 69.5 8.5 3.9 4.8 25.5 1.0 6.6 4.2 4.2 6.3: 7.5 3.7 Old : 100.0: 36.6 69.5 8.5 3.9 4.8 25.5 1.0 6.6 4.2 4.2 6.3: 7.5 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 237: 65 80 16 7 17 79 9 39 16 12 22: Old : 237: 65 80 16 7 17 79 9 39 16 12 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 23.1 25.1 36.5 7.4 11.5 12.8 18.6 Old : 17.4 23.1 25.1 36.5 7.4 11.5 12.8 18.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 21,401: 9,116 12,242 432 3,009 75 1,798 0 109 5,413 179 204: 4,254 5,583 Old : 21,401: 9,116 12,242 432 3,009 75 1,798 0 109 5,413 179 204: 4,254 5,583 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -3,360: -184 -2,570 42 -15 -151 -1,124 0 10 -1,481 -239 -10: -462 -385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 57.2 2.0 14.1 0.4 8.4 0.0 0.5 25.3 0.8 1.0: 19.9 26.1 Old : 100.0: 42.6 57.2 2.0 14.1 0.4 8.4 0.0 0.5 25.3 0.8 1.0: 19.9 26.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 10 16 . . . . 0 . 4 . .: Old : 29: 10 16 . . . . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 40.8 64.9 59.8 48.2 40.8 60.3 59.5 Old : 49.0 40.8 64.9 59.8 48.2 40.8 60.3 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 26,407: 24,938 6,381 0 17,126 0 0 0 0 0 0 0: 1,469 2,900 Old : 26,407: 24,938 6,381 0 17,126 0 0 0 0 0 0 0: 1,469 2,900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.4 24.2 0.0 64.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 11.0 Old : 100.0: 94.4 24.2 0.0 64.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 11 0 5 0 0 0 0 0 0 0: Old : 20: 12 11 0 5 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.7 64.0 91.2 80.6 75.9 64.0 87.7 79.3 Old : 76.7 64.0 91.2 80.6 75.9 64.0 87.7 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,637: 4,330 4,120 2,248 732 1,584 100 0 0 46 1,897 254: 75 50 Old : 8,637: 4,330 4,120 2,248 732 1,584 100 0 0 46 1,897 254: 75 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -1,461: -446 -1,445 -649 302 -235 0 0 0 -150 -83 0: 19 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.1 47.7 26.0 8.5 18.3 1.2 0.0 0.0 0.5 22.0 2.9: 0.9 0.6 Old : 100.0: 50.1 47.7 26.0 8.5 18.3 1.2 0.0 0.0 0.5 22.0 2.9: 0.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 17 18 7 5 7 . 0 0 . . .: Old : 38: 17 18 7 5 7 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 36.0 63.6 61.0 36.0 35.5 50.7 52.6 Old : 41.2 36.0 63.6 61.0 36.0 35.5 50.7 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 53,596: 44,854 24,529 5,038 26,902 1,663 1,205 49 1 100 50 100: 635 302 Old : 53,596: 44,854 24,529 5,038 26,902 1,663 1,205 49 1 100 50 100: 635 302 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -5,025: -4,746 -4,122 88 -645 -87 -295 -50 0 0 -150 100: -85 -71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 45.8 9.4 50.2 3.1 2.2 0.1 0.0 0.2 0.1 0.2: 1.2 0.6 Old : 100.0: 83.7 45.8 9.4 50.2 3.1 2.2 0.1 0.0 0.2 0.1 0.2: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 28 23 8 7 7 . . . . . .: Old : 57: 28 23 8 7 7 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 54.8 64.2 70.7 46.9 50.9 59.3 64.8 Old : 50.1 54.8 64.2 70.7 46.9 50.9 59.3 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 16,977: 13,129 12,679 3,239 3,656 492 0 0 0 0 0 0: 117 150 Old : 16,977: 13,129 12,679 3,239 3,656 492 0 0 0 0 0 0: 117 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -2,099: -1,208 -1,576 -558 -300 -223 0 0 0 0 0 0: -110 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 74.7 19.1 21.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.9 Old : 100.0: 77.3 74.7 19.1 21.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 9 8 . . 0 0 0 0 0 0: Old : 26: 15 9 8 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 85.4 67.3 96.4 37.2 67.2 53.1 68.8 Old : 44.8 85.4 67.3 96.4 37.2 67.2 53.1 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 8,185: 4,468 3,500 2,977 400 740 0 670 0 0 2,875 0: 0 0 Old : 8,185: 4,468 3,500 2,977 400 740 0 670 0 0 2,875 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -180: -310 0 930 -50 -175 -575 470 0 -50 -425 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 42.8 36.4 4.9 9.0 0.0 8.2 0.0 0.0 35.1 0.0: 0.0 0.0 Old : 100.0: 54.6 42.8 36.4 4.9 9.0 0.0 8.2 0.0 0.0 35.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 15 10 9 . 5 0 . 0 0 . 0: Old : 33: 15 10 9 . 5 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 72.9 67.4 87.0 42.8 67.4 62.2 80.6 Old : 44.5 72.9 67.4 87.0 42.8 67.4 62.2 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 4,682: 2,904 3,358 423 96 397 165 0 0 145 385 446: 202 0 Old : 4,682: 2,904 3,358 423 96 397 165 0 0 145 385 446: 202 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -358: -165 -260 -114 -140 -18 42 0 0 -222 -15 75: 44 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 71.7 9.0 2.1 8.5 3.5 0.0 0.0 3.1 8.2 9.5: 4.3 0.0 Old : 100.0: 62.0 71.7 9.0 2.1 8.5 3.5 0.0 0.0 3.1 8.2 9.5: 4.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 6 . . . . 0 0 . . .: Old : 21: 9 6 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 78.4 79.8 96.2 50.7 75.2 67.8 79.2 Old : 55.1 78.4 79.8 96.2 50.7 75.2 67.8 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 22,468: 12,937 13,120 5,106 3,697 1,713 50 1,547 0 854 543 1,770: 38 78 Old : 22,468: 12,937 13,120 5,106 3,697 1,713 50 1,547 0 854 543 1,770: 38 78 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -2,290: -1,726 -1,309 -603 -241 112 -10 -655 0 -67 -170 -4: 8 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 58.4 22.7 16.5 7.6 0.2 6.9 0.0 3.8 2.4 7.9: 0.2 0.3 Old : 100.0: 57.6 58.4 22.7 16.5 7.6 0.2 6.9 0.0 3.8 2.4 7.9: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 23 25 11 7 12 . . 0 4 . .: Old : 59: 23 25 11 7 12 . . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.1 32.7 49.1 54.0 23.7 29.0 38.6 45.4 Old : 31.1 32.7 49.1 54.0 23.7 29.0 38.6 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 3,069: 2,493 1,029 400 876 76 0 749 0 100 218 0: 0 121 Old : 3,069: 2,493 1,029 400 876 76 0 749 0 100 218 0: 0 121 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -1,258: -664 -116 -432 162 -162 0 -650 0 0 -482 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 33.5 13.0 28.5 2.5 0.0 24.4 0.0 3.3 7.1 0.0: 0.0 3.9 Old : 100.0: 81.2 33.5 13.0 28.5 2.5 0.0 24.4 0.0 3.3 7.1 0.0: 0.0 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 5 6 . 5 . 0 . 0 . . 0: Old : 23: 5 6 . 5 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.8 44.1 96.4 72.8 77.7 44.1 84.9 66.2 Old : 83.8 44.1 96.4 72.8 77.7 44.1 84.9 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 9,343: 7,536 4,916 483 1,590 572 439 1,333 240 45 692 0: 28 0 Old : 9,343: 7,536 4,916 483 1,590 572 439 1,333 240 45 692 0: 28 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -3,185: -2,638 -2,253 101 -550 -158 -442 111 0 0 -315 0: -48 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 52.6 5.2 17.0 6.1 4.7 14.3 2.6 0.5 7.4 0.0: 0.3 0.0 Old : 100.0: 80.7 52.6 5.2 17.0 6.1 4.7 14.3 2.6 0.5 7.4 0.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 24 19 . 7 4 . . . . 4 0: Old : 46: 24 19 . 7 4 . . . . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 45.9 55.7 66.2 34.1 41.0 49.3 52.1 Old : 36.1 45.9 55.7 66.2 34.1 41.0 49.3 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 25,976: 9,516 12,992 3,139 8,744 1,416 101 1,841 0 11,190 39 249: 365 695 Old : 25,976: 9,516 12,992 3,139 8,744 1,416 101 1,841 0 11,190 39 249: 365 695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -3,496: -1,372 -1,664 -167 -220 -502 101 -350 0 -1,460 -652 -76: -20 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 50.0 12.1 33.7 5.5 0.4 7.1 0.0 43.1 0.2 1.0: 1.4 2.7 Old : 100.0: 36.6 50.0 12.1 33.7 5.5 0.4 7.1 0.0 43.1 0.2 1.0: 1.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 12 17 9 8 6 . 4 0 6 . 4: Old : 49: 12 17 9 8 6 . 4 0 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 48.4 75.7 66.4 62.1 48.2 72.4 65.8 Old : 63.2 48.4 75.7 66.4 62.1 48.2 72.4 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Options and Futures Combined, March 6, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 27,386: 17,969 14,094 0 6,459 678 2,155 0 24 1,300 0 650: 4,610 5,481 Old : 27,386: 17,969 14,094 0 6,459 678 2,155 0 24 1,300 0 650: 4,610 5,481 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : -2,589: -2,505 -1,224 -538 40 -218 39 0 0 1,150 0 -1,150: 633 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 51.5 0.0 23.6 2.5 7.9 0.0 0.1 4.7 0.0 2.4: 16.8 20.0 Old : 100.0: 65.6 51.5 0.0 23.6 2.5 7.9 0.0 0.1 4.7 0.0 2.4: 16.8 20.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 12 0 5 . . 0 . . 0 .: Old : 23: 13 12 0 5 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 46.7 66.3 63.3 38.7 42.3 60.1 58.4 Old : 39.8 46.7 66.3 63.3 38.7 42.3 60.1 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012